Hi konellio001, kindly try again, and instead of choosing "Open," click on "Save." Once the download is finished, locate the file and see if you can install Little Musician successfully then.
Let us know how it goes

P.S.
Please make sure you download the latest version of the file from KL's post here:
http://forum.brillkids.com/little-musician-general-discussion/little-musician-now-in-open-beta-testing-(with-a-complete-curriculum)-!/